IGARCH

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jmanuel
Posts: 10
Joined: Fri Oct 31, 2014 8:29 am

IGARCH

Postby jmanuel » Wed Nov 30, 2016 4:46 am

Dear colleagues
I am using EVIEWS-9 to estimate an IGARCH model and I found that the “constant” is not included in the final output. I need to know the estimated value of this parameter.
I would be grateful if anyone could help me to solve this issue.
Thanks and regards
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: IGARCH

Postby EViews Gareth » Wed Nov 30, 2016 8:57 am

By definition, there is no constant in an IGARCH.
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